Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2780165.5408 | 52737.5917 | -2832903.1325 | -97878.9277 | 39077776.8936 | -39175655.8213 |
Total P&L (%) | -2780.1655 | 52.7376 | -2832.9031 | -97.8789 | 39077.7769 | -39175.6558 |
Avg Daily Profit (%) | -1.5209 | 0.0289 | -1.5497 | -0.2106 | 0.3272 | 0 |
Buy And Hold Return (%) | 7502.1739 | 7502.1739 | 7502.1739 | 7502.1739 | 7502.1739 | 7502.1739 |
Max Trade Drawdown | -2852068 | -162408 | -2837117 | -72734033 | -19005785 | -66870479 |
Profit Factor | 0.2031 | 1.1507 | 0.0975 | 0.999 | 2.5563 | 0.4284 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 50 | 25 | 25 | 42 | 25 | 17 |
Losing Trades | 32 | 16 | 16 | 40 | 16 | 24 |
Profitability (%) | 60.9756 | 60.9756 | 60.9756 | 51.2195 | 60.9756 | 41.4634 |
Ratio Avg Win / Avg Loss | 0.13 | 0.7365 | 0.0624 | 0.9514 | 1.6361 | 0.6048 |
Largest Winning Trade | 71707 | 71707 | 29028 | 46483277 | 46483277 | 23333183 |
Largest Losing Trade | -1561045 | -73985 | -1561045 | -31423219 | -8196802 | -31423219 |
Avg Bars in Trades | 261 | 273 | 249 | 261 | 273 | 249 |
Avg Bars in Winners | 114 | 116 | 112 | 202 | 195 | 213 |
Avg Bars in Losers | 491 | 518 | 464 | 323 | 394 | 275 |
Bars Traded | 21446 | 11198 | 10248 | 21446 | 11198 | 10248 |
Profit Streak | 0 | 412.2455 | 0 | 0 | 412.2455 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587855 | -373710 | -579319 | -589397 | 562362 | -584062 |
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{ "first_band": { "type": "dema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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